Xabi Alonso says the wish for a new challenge after winning the Champions League last season -- and not the summer arrival of Toni Kroos at Real Madrid -- was the reason for his surprise move to Bayern Munich.

During five years at Real Madrid, the Basque midfielder won one Primera Liga title, two Copas del Rey and then finally last season's La Decima -- a 10th European Cup triumph -- though he was suspended for the final win over Atletico Madrid.

After flying to Germany on Thursday to undergo a medical, the former Spain international was back in the Spanish capital on Friday morning and told a farewell news conference that after winning the trophy, he felt he should move on and seek a new challenge.

"These have been five marvellous years," Alonso said of his time at Madrid. "It has been the most difficult decision of my life; it is never easy to leave Real Madrid. But I have thought about it a lot. I wanted to be honest with myself, with Real Madrid, and you must know when to say goodbye.

"This is the best moment to do so. I have the feeling that after La Decima a new cycle is starting. For myself, to be at my best, I need a change. We had fought a lot to reach the final, and lifted a great weight off our shoulders in Lisbon. After this great achievement, I looked at other opportunities."

Alonso said that Madrid president Florentino Perez and coach Carlo Ancelotti had not wanted him to leave, but accepted his decision to move on.

"The club, not the president, nor the boss [Ancelotti], wanted me to leave," he said. "It was my decision, which I had to take myself. They did not share the decision, but they understood it. It had nothing to do with not playing against Cordoba [in the Liga opener last Monday]; it was about a feeling I had, that this was the right moment.

"Madrid have made a great signing with Toni Kroos, he is a great player. We would have both played a lot of minutes. My decision is not to do with that, it comes from much more thought, from further back.

"Real Madrid is a club who plan things -- and the club's midfield is well covered -- Luka [Modric], Toni, [Asier] Illarramendi, [Sami] Khedira, Isco."

The summer signings of Toni Kroos and James Rodriguez have increased competition in Real Madrid's midfield.

Alonso said he had first heard of the possibility of a move to Bayern within the last two weeks, and he was now excited about working under and learning from his new coach Pep Guardiola.

"The interest came in the last days, when I spoke with Pep," he said. "For sure this is another stage in which I will learn things -- I have the fortune to have great coaches, Carlo, [Jose] Mourinho, [Manuel] Pellegrini, and also my father was a coach. My way of playing as a midfielder you must understand the game tactically. This is another opportunity. You take something from all your coaches."

The former Liverpool player said the possibility of another crack at the Premier League had not really been of interest to him.

"I had five great years at Liverpool and wanted to keep that great memory," Alonso said. "Bayern was an attractive option -- a great club which will fight for everything, all the trophies available. I am looking forward to working with my new teammates, my coach. The ambition is the same as at Real Madrid. For that I like my new adventure."

Alonso -- who under Mourinho was a key part of a Madrid side which angered Guardiola for their aggressive approach in clasicos against Barca -- said he was not at all concerned that past issues would be a problem with his new boss.

"Football people understand things much more easily," he added. "What happens on the pitch are sporting things and we leave them there. It is no problem for me. It is more simple, just a football question."